-16.1%
OTIS vs REPL
-53.9%
+37.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -0.8% | -5.7% | +5.0% | -0.8% |
| 30D | -4.7% | +22.5% | -27.2% | -4.8% |
| 3M | +1.2% | +64.7% | -63.4% | +1.0% |
| 6M | -20.5% | +83.0% | -103.5% | -20.9% |
| YTD | -18.4% | +52.0% | -70.4% | -18.7% |
| 1Y | -18.1% | +144.5% | -162.6% | -19.2% |
| 3Y | -10.6% | -25.1% | +14.5% | -10.7% |
| 5Y | -16.1% | -52.9% | +36.8% | -19.1% |
| All | -16.1% | -53.9% | +37.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling